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Analyst, July 1995, Vol. 120 1851

Quality Control Charting for the Analytical

Laboratory
Part 1. Univariate Methods
A Review
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Richard J. Howarth
Research School for Geological and Geophysical Sciences, Birkbeck College
and University College London, Gower Street, London, UK W C l E 6BT

Summary of Contents expected to vary in the future,’ but that statisticians do not
take it for granted that control exists.2
Introduction Many modern analytical techniques, such as X-ray fluor-
The Analytical System escence spectrometry (XRF), instrumental neutron activation
Reference Materials analysis, inductively coupled plasma atomic emission spec-
Control material insertion trometry (ICP-AES), gas chromatography and amino acid
Univariate Quality Control analysis often produce multi-determinand data for a single
Establishing the Reference Values sample. Use of automated or semi-automated instrumentation
Data Sets Used may easily enable throughput of 100 or more samples in one or
Initial Assumptions more analytical runs during a 24 h period. While quality
Testing the assumptions control must be undertaken to ensure the freedom of the
Runs test analytical results from gross error, to assess their reliability
Q-Q plot and conformance to ‘fitness for purpose’ requirements, it
Establishing the Analytical System Parameters
often proves a useful adjunct to the investigation (and
Estimation of the system mean rectification) of causes of instrumental instability.3 A recent
Estimation of the system variance survey4 has shown that laboratories that take quality control
Shgwhart Control Charts seriously normally perform better in proficiency tests.
X Chart for the Mean This paper follows on from an earlier Analytical Methods
S Chart for the Standard Deviation Committee review of the general principles of data quality
R Chart for the Range control in analytical practice ,5 and addresses univariate
Revision of the Initial Control Limits
control charting methods in more detail. Other tutorial
Robust Estimators of Location and Scale
articles on univariate-control charting, aimed at laboratory
Changes in Sub-group Size chemists, include those by Nix et a1.6 and Mullins.7 There are,
Shewhart Chart for the Median
in addition, standards issued by the International Standards
Duplicate Analyses
Organisation .%lo
Shewhart Chart for the Mean
The concept of an analytical system and the requirements
Shewhart Chart for the Range
for the control materials used will be discussed. The basic
Individual Observations
requirements for establishing the reference values (mean and
Shewhart Chart for Individuals
variance) of the analytical system for the determinand in
Westgard Rules
question are introduced. It is also shown how the undesirable
Q Charts
presence of drift and non-normality of the distribution of
Benefits From Prior Information
errors in the training set of data, used as a basis for subsequent
CUSUM Charts
control, can be detected. The long established Shewhart
J Charts
control charts in situations where there are two or more
EWMA Charts
replicate determinations of a given control material per
Size of the Training Set
analytical run are described. The problem of control when
Conclusions
only a single determination of the control material per run is
Appendix
available and the introduction of the Q chart (a new method
Acronyms and Abbreviations Used
which is designed to give optimum performance in this
Definitions of Symbols
situation, especially when no prior training data is available) is
References
also discussed. The use of historical information to assist early
x
Keywords: Quality control; Shewhart chart; chart; R chart; S detection of system drift is addressed, and the use of
chart; Q chart; cumulative sum chart; J chart; exponentially cumulative sum, exponentially weighted moving average, and
weighted moving average chart; robust statistics; outliers; the new J chart are described. The size required for a training
boxplot; control material; review set, following new statistical research is discussed. Finally, a
graphical aid to establish critical values for the Q chart, to aid
those without access to suitable statistical algorithms or tables,
is given in the Appendix.
Introduction
W. A. Shewart (1891-1967), writing in the 1930s, pointed out The Analytical System
that a phenomenon is said to be controlled when a prediction It is convenient to regard an analytical system11 as consisting
may be made (at least within limits) as to how it may be of:

1852 Analyst, July 1995, Vol. 120
(i) the set of samples of a given matrix;
(ii) the exactly defined analytical procedure (including all
stages of sample preparation);
(iii)the instrument used; and
(iv) the calibration equation(s) enabling the estimate of
the concentration of the determinand in the material under
examination.
Treatment of the reference materials used for primary
instrumental calibration, and subsequent in-house control
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materials should ideally be identical at all stages to that
applied to the routine samples presented for analysis. The
quality control procedures, subsequently applied in monitor-
ing the analytical system performance, aim to ensure that the
accuracy and precision of the results obtained for the system
are both fit for purpose and reliable enough to be released to
the customer.12
In subsequent discussion we refer to a run of determina-
tions. This means the set of estimates of determinand
concentration in samples presented to the analytical system
and measured under repeatability conditions.
Reference Materials
Data for quality control are obtained on the basis of one or
more analyses of at least one reference sample per run. The
general composition and determinand concentration range of
the material forming the reference sample(s) must adequately
reflect that which is expected to exist in the samples of
unknown concentration if it is to act as a suitable surrogate.
The use of two similar reference materials with differing
concentration levels of the same determinand is common
practice (e.g., in exploration geochemistry13 and clinical
chemistryl4).
Depending on the nature of the analytical technique used,
the reference sample may take the form of either a solid
(e.g., a pellet of pressed powder or a glass derived from
fusion of the control material with a suitable flux) or a
liquid standard solution. Where non-destructive testing is
involved, such as XRF, it is often the practice to use repeated
inserts of a reference sample prepared from a CRM. Other-
wise the bulk of material required for long-term monitoring
will almost certainly mean that an in-house control material
(CM) will have to be used, following cross-calibration to one
or more CRMs to establish the magnitude of analytical bias. It
is expected that any bulk CM used for routine quality control
must be prepared to be as homogeneous in nature as possible,
adequately stable, and stored in temperature- and humidity-
controlled conditions which will ensure that samples taken
from it over a long period of time will not differ substantially in
composition. The general principles underlying the selection
and usage of control materials have been discussed else-
where. 15
Control material insertion
In order to minimize the chance of analytical bias caused by
the presence of unsuspected cyclicity in some aspect of the
system behaviour, the CM(s) should ideally be inserted at a
random location within each series of unknowns submitted for
analysis as a single analytical run and should never be inserted
less than once per instrument day. As a general rule, between
5 and 15% insertions are often used5 although single insertions
per run have been successfully used in clinical work.15 The
frequency of inclusion is generally dictated by cost and time
constraints, counter-balanced by the risk entailed in subse-
quent undetected analytical errors. For example, it might
reasonably be expected that stringency requirements for
analytical control might be much tighter in clinical chemistry
or environmental chemistry, where there may be demanding
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criteria in connection with detection of threshold exceedance,
than routine analysis for a regional geochemical exploration
programme (where one is often only interested in identifying
samples with unusually high element concentrations, as these
might indicate the presence of sub-surface mineralization).
Strategies for frequency of checks and number of checked
samples based on economic criteria (e.g., cost of making the
check, loss because of a run of unsuitable analyses, average
cost of repair) have been developed. Recent discussion of the
issues and strategies involved in approaches suited to both
industrial and clinical environments are discussed else-
where.1618 The inclusion of a blank sample in each run is
generally appropriate. For example contamination of water
samples taken in the course of a regional geochemical survey
on their acidification was caused by the presence of a set of
inappropriate bottle tops supplied in error by a manufacturer.
This was detected during the analysis of samples through the
inclusion of de-ionized water blanks. 19 (Special techniques are
required for the preparation of very high purity blanks20 for
environmental or clinical work .) Repeated determinations
made on a reference material in such a way as not to reflect the
variation inherent in the sample preparation stage (e.g.,
repeated use of the same XRF pellet following its initial
preparation from a CRM) will inevitably cause under-estima-
tion of the variance component which is attributable to sample
preparation in determinations of routine samples.21
Following the decision on how many blanks, CMs and
replicates should be used for control purposes, each run of
samples should ideally be passed through the whole analytical
system (which includes the preparation stage) in random
order. As Miesch pointed out, such randomization should be
carried out over as large a set of the samples from a major
study as possible, so that any systematic errors or bias in the
laboratory methods, caused by fluctuations in instruments,
changes in standards or reagents, or biases among analysts will
be randomly distributed over the whole study? Although
tedious to undertake by hand, computer-aided randomization
schemes23.24 have proved successful in practice as the com-
puter can render the process of subsequent unscrambling and
collation of the data transparent to the user. Randomization is
particularly important when the collection order of the
original field samples corresponds to a time sequence or
spatial pattern, since if the samples have not been rando-
mized, it may be very difficult subsequently to determine
whether an apparent temporal- or spatial-trend in the data is
real. Large scale randomization (beyond the scale of a single
run) will not be practical in a clinical situation, where samples
from patients are continuously coming in and immediate
feedback of results is required.
Univariate Quality Control
Establishing the Reference Values
Consider first the control of an analytical system yielding
measurements of a single determinand ( X ) , e . g . , atomic
absorption spectrometric determinations of arsenic in a series
of measurements of a given CM. Although the assigned value
is known, the true value, p, about which the actual determina-
tions will fluctuate is unknown. This is because the analytical
system may introduce bias. The spread of the determinations
about this central value, represented by the standard devia-
tion, o, is also unknown. In order to establish the control
parameters, it is first necessary to make initial estimates of
what p and o actually are for the system in question. It is
unsafe to assume that p will be exactly equal to the certified
value of the CRM or the theoretical value of an in-house CM.
The fact that a specification should not be taken as a basis for
the parameters to be used in the initial stages of the quality

control process, when the nature of the system performance is
unknown, has been emphasized in previous litera-
tUre.l,2,17,25-27
The first step is to obtain a set of representative training
data. This will, ideally, take place after any obvious initial
problems (e.g., identification of, and correction for, gross
instrumental malfunction or interference effects28) have been
dealt with and it seems that the equipment is running in a
stable fashion, On occasion, this may not be possible, and the
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special approaches to start-up and short-run control are
addressed later.
Whichever approach is taken, the principles discussed
below will not alter, only the count of the number of
determinations made per run will differ, depending on the
circumstances. The data analysis strategy taken will depend
on whether it is assumed that variations in the instrumental
behaviour during the day are essentially random and that
one can, therefore, accept o r reject the entire day’s through-
put on the same basis; or whether significant changes in
instrumental behaviour are likely to take place as a function of
time (e.g., drift following start-up), in which case one may
want to be able to accept o r reject individual groups of
samples, depending on the time during the day at which they
were analysed.
First, assumptions underlying the general approach are
discussed and then control of analytical systems in which
there are: more than two replicates of the CM per run; only
duplicate analyses of the CM per run; and only a single
determination of the CM per run are considered. There is a
trade-off between the number of replicates used and the
probability of detection of a significant shift in the mean of the
analytical system, i.e., the more stringent the detection
requirement, the larger the number of replicates are required
per run. For example, consider monitoring an analytical
system performance for a given CM using a Shewhart chart for
the mean and due to an error in the system the mean suddenly
increases by 1.50. The probability that this changed state will
not be indicated by the observed mean of the immediately
following run falling beyond the 3 sigma action limit of your
control chart will be approximately 81% using a pair of
duplicates, 50% with 4 replicates, and 11% with 8 replicates.
However, the probability of non-recognition within the next
three runs following the change (either because the mean of
one of the runs is beyond the 3 sigma limit o r two out of the
three have means beyond the 2 sigma warning limit) falls to
approximately 42% with a pair of duplicates, 3% with 4
replicates, and 0 with 8 replicates.29
For convenience, training sets based on 20-30 runs are
used in the examples which follow. This important aspect of
the control process is re-assessed at the end of the article.
Data Sets Used
Three hydride generation ICP-AES data sets were used in
the worked examples. The first consisted of 5 replicate
determinations per run of arsenic (about 6 pg g-1) in CM1, the
second, of 2 determinations per run of arsenic (about 46
pg g- 1) in CM2, and the third, of individual determinations of
antimony (about 7 pg g-1) in CM3. Peak area counts from a
Shimadzu (Kyoto, Japan) 5000 dissolved organic carbon
(DOC) analyser (corresponding to about 1 pg 1-1 DOC) was
used in an additional example.
Initial Assumptions
Error is inherent in any analytical system, even when it is
stable and well controlled. The control process is designed to
detect the occurrence of errors assignable to changes in the
over-all system performance , to sub-optimal instrument per-
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Analyst, July 1995, Vol. 120 1853
formance, or t o human error. Although it is reasonable to
assume that, in general, analytical errors usually follow a
normal (Gaussian) distribution ,30 various statistical investiga-
tions1,31-33 have shown that control charts are reasonably
robust against departures from normality. If subsequent
experience suggests that the error distribution is strongly
asymmetrical, transformation to symmetry should be possible
using the logarithmic o r more general Box-Cox power
transform.34-36 Subsequent control is then undertaken using
transformed values of the determinand.
It is generally assumed that the observations must be
independent of each other. However, if unrecognized auto-
correlation is present (i. e. , successive determinations in the
data are for some reason correlated) then the number of
apparent out of control situations may be higher than expected
under the assumption of independence. The extent to which
this occurs is disputed. Wheeler33 states that experience has
shown that the methods are fairly robust until the autocorrela-
tion coefficient, p, exceeds about 0.8. However, other
studies37-41 suggest the effects need to be considered even at
weaker levels of autocorrelation (e.g., p > 0.4). A simple
diagnostic test is introduced in the next section. Special
control methods, usually based on time series analysis
techniques, have to be used with strongly autocorrelated data.
These include tracking the process-mean, using an exponen-
tially weighted moving average (EWMA) chart40 and moni-
toring the EWMA residuals using a Shewhart chart for the
mean.17 These ideas are discussed later.
Testing the assumptions
Table 1 lists the means and standard deviations for the
individual runs, each consisting of n = 5 replicates, of a
training set consisting of 30 successive groups of determina-
tions of arsenic (pg g-1) in CM1. The data are displayed in
Fig. 1 as a boxplot. Each group of data is depicted as a central
rectangular box with ‘whiskers’ extending from its top and
bottom and is drawn parallel to the concentration scale. The
position of the median, q50, is shown by a horizontal line
drawn across the box. It is defined as the central value of the
ordered observations when n is odd, or the mean of the central
pair of the ordered observations when n is even. The bottom
and top of the box correspond to the 25th and 75th percentiles,
q25 and q75,respectively, also known as the lower and upper
quartiles of the data. These can be thought of as the medians
of the lower and upper halves of the data, respectively. The
interquartile range (IQR) is q7~-qzs.Lines are extended from
the ends of the box to the concentrations of those samples that
form the adjacent values. The lower adjacent value is
generally defined as the smallest observation that lies within
q 2 5 - 1.5 (IQR) of q25 and the upper adjacent value is the
largest observation within q75 + 1.5 (IQR) of q75,although
other definitions are used in some software implementa-
ti0ns.~2Any samples lying beyond the adjacent values are
thought of as outliers (aberrant observations) and are shown
individually. Boxplots have themselves been suggested as the
basis for control charting meth0ds.4374~
In general, if the cumulative probability distribution F(X)
for a determinand X , has a proportion, a, of values less
than, o r equal to, a given value x , a = F(x) and qa = x is
the quantile of X , such that the probability that X takes a
value less than, or equal to, it is a. Also q a = F-l(a) is the
inverse of F(X). Percentiles divide the frequency distribution
into 100 equal parts and a quantile can be thought of as the
100a percentile.
Runs test. We can use the Wald-Wolfowitz runs test4S47 to
determine whether the concentrations in the set of training
 View Article Online

1854 Analyst, July 1995, Vol. 120

data show any signs of periodic oscillation as a function of their
position in the analytical sequence. The term run is used in this
section, only in its statistical sense, meaning a sequence of one
or more like-valued observations which is preceded by, and
followed by, different observations. Taking the time sequence
of the means of each analytical run for CM1 (Table l), the
median of the data, 6.14 pg g-1 arsenic, is used to dichoto-
mize it. We now count the number of statistical runs of
successive determinations the values of which all lie either
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The standard deviations for CM1 (Table 1) have a median
of 0.43. Dichotomizing on this yields u = 15 statistical runs
and n+ = n- = 15. In this case, z is -0.37 and I& is
accepted at the 0.05 level of significance.
Stigler recently suggested 48 an estimator of the autocorrela-
tion coefficient, p, which is suitable for quick preliminary
assessment, under the assumption that a time series corre-
sponds to a first order auto-regressive process:

above or below the median (u = 10) and the total number of

individual determinations which lie either above (n+ = 16) or
below it (n- = 14). Let N = n- + n+. The test is based on the
where N is the total number of observations and p is the total
probability P(u) that the observed number of statistical runs
number of peaks counted. A peak is defined, for the purposes
could have arisen from random permutations of n+ observa-
of this test, as any observation the nearest neighbours of which
tions of one kind and n- observations of a second kind, where
both have smaller values. In the case of ties, two adjacent
all the permutations are equally likely. The null hypothesis
values are counted as one peak. Although the estimator eqn.
(Ho) is that the observed sequence of fluctuations of the
(2) has a relatively large standard error, of approximately
concentrations about the median occurs at random, consistent
3 / m , it is reasonably robust against effects caused by the
with a process of random permutation. The alternative (HI) is
presence of outliers in the data. Further investigation is
that the sequence does not occur in random order. As a rough
warranted if
guide, in the special case when n- = n+, if
I(N - 2) - 3pI > fi
u Q -2.132 + 0.795(N/2) (3)
where 11 indicates taking the absolute value, i.e., the value of
or
the expression without regard to the sign. This formulation
u 2 4.051 + 1.206(N/2) corresponds to a rejection of the null hypothesis (that the
then we reject Ho at the a = 0.05 level of significance (two-tail serial correlation coefficient is zero) by a two-sided test at an
test) and, therefore, conclude that the variation is non- approximate 0.20 level of significance. Stiglel-48 comments
random. If the number of statistical runs is smaller than that a more stringent test, using 1 . 5 m r a t h e r than fi,
would
expected, it could indicate the presence of very slow rises and have an approximate significance level of 0.05, but in view of
falls in the sequence, or a gradual uni-directional drift. If it is the low power of the test, particularly when N is less than 50,
larger than expected, this is suggestive of the presence of rapid and the potential cost of ignoring serial correlation, the
cyclic variation. criterion presented in eqn. (3) is to be preferred for diagnostic
When n+ and n- both exceed 10, then P(u) is satisfactorily use,
approximated by a normal distribution with an expected value For the CM1 data (Table l ) , the number of peaks for the
(mean) of, mean and standard deviation are 11 and 9, respectively. The
corresponding estimates of p, from eqn. (2), are -0.75 and
E(u) = (2n+n-/N) +1
and variance,
2n+n-(2n,n- - N )
V ( u )=
W ( N - 1)
u is then re-expressed as a standardized normal deviate:
u - E(u)
z= q i j
On substitution of the data for CM1 into eqn. (l), we
obtain,

30
z= = -2.21
2(16 x 14)[2(16 X 14) - 301
V 302(30 - 1)
5.0 - I 0

Under the null hypothesis, Ho, there is only a 2.5% 1 I I I

chance [100(a/2)] that a value of z smaller than -1.96
would occur. Therefore, Ho is rejected at the 0.05 level of
significance and we conclude that non-random variation is
present. As the number of statistical runs is smaller than
might reasonably be expected under the hypothesis of
random permutations, slow fluctuation (drift) may be
present in the means of the CM1 training set.
1 10 20 30
Run number
Fig. 1 Boxplot of training data for arsenic in CM1. Boxes enclose
central 50% of the determinations for each run; centre line shows the
median (where not seen, it is coincident with lower or upper quartile
which form the ends of the box); whiskers extending from boxes
indicate main spread of the values; extreme outliers shown as dots.

Table 1 Mean values and standard deviation values for arsenic (pg g-l) in the training set for CM1. (n = 5 per run)

Run 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
t 5.93 6.38 6.61 6.09 5.64 5.72 6.29 6.20 6.66 6.20 5.98 5.88 6.01 5.64 5.93 5.91 6.21 6.37 6.34 6.34 7.00 6.00 6.44 6.35 6.39 5.75 5.88 5.99 6.19 6.02
s 0.47 1.07 0.71 0.48 0.39 0.30 0.06 0.46 0.41 0.28 0.64 0.49 0.21 0.36 0.48 0.34 0.37 0.49 0.66 0.89 0.63 0.32 0.38 0.25 0.45 0.29 0.16 0.50 0.29 0.50
 View Article Online

Analyst, July 1995, Vol. 120 1855

0.14, respectively, with a standard error of 0.55 in both cases.
However, we find from eqn. (3) that the null hypothesis, p =
0, is accepted in both cases.
If there is strong evidence of cyclicity, then more advanced
techniques, such as spectral analysis of the time series49750
must be used to try to identify the nature of the underlying
variation. If its cause can be found and eliminated, this will
always be preferable than trying to cope with it subsequently
at the data analysis stage. However, it must be borne in mind
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time-dependent regression model. The Q-Q plots should then
be calculated from the regression corrected residuals. Even if
the data set conforms well to a normal (or lognormal) model,
subsequent control limits should always be calculated using
the means and standard deviations of the individual runs and
never on the basis of the pooled data.
Establishing the Analytical System Parameters

that the power of both the runs test and spectral techniques Estimation of the system mean
increases with the length of the total data sequence, another
argument supporting the acquisition of as large a training set
The best estimate of p is the grand mean (T) for k runs
as possible.
&- 1
kj=l,k
c xj
Q-Q plot. The nature of the frequency distribution of the
within-run analytical error is most easily checked for its where the mean of the jth run containing n determinations is
conformance to a normal distribution by means of a quantile-
quantile (Q-Q) plot. It is necessary to establish this, as the
statistical basis of the control methods requires that the error
x.=-n
I
1
c
i = 1,n
xi (6)
distribution of the raw (or transformed) observations can be The grand mean of the arsenic values in CM1 (Table 1)is
adequately modelled by a normal distribution. = 6.14 pg g-1. The erroneous estimate which would have been
The Q-Q plot is constructed by first subtracting the means obtained by pooling all 150 individual determinations is 6.11
of the analytical runs from the corresponding individual Pg g-l*
observations in the training set (in order to focus on the
variation within the sub-groups) and sorting these N differ-
Estimation of the system variance
ences into ascending sequence. This ordered set of residuals
(ql,i = 1 , N ) now forms the empirical quantiles of the observed A number of alternatives are used to obtain the estimated
distribution , corresponding to proportions p l . These are standard deviation 6. In some data sets (for example, those in
usually taken as pl = 1/(N + 1)although other alternatives are which only duplicate determinations of a CM have been made
possible.35,5*,52 The quantiles for the model distribution, the per run), c i s estimated from the average of the ranges of all
appropriateness of which we are to test, are those that the runs R , multiplied by a constant (the reciprocal of a
correspond to the plth proportion. In the case of the normal correction factor, given in Table 2, which is usually designated
distribution these have been traditionally obtained from d2 following Tippett’s pioneering study in 192559). The tables
standard tables listing its integral P(2) in terms of the in this article are used only as a guide, on the assumption that
standardized deviate z , but are now preferably obtained using in the majority of laboratory situations, the number of
numerical approximations suitable for hand calculators ,53-55 replicate analyses of a reference material will rarely exceed 5.
such as Standard tables, found in most textbooks on quality control,
should be referred to for larger numbers of replicates.
Z) = @-‘(pl) -5.531{[(1 - pl)/pl]O1193 - l};p > 0.5 (4) In the past, ranges have often been cited in the quality
or computer algorithms.56 The notation @-I ( x ) means taking control literature as a basis for computation on account of
the inverse of the (single sided) standard normal distribution their simplicity for hand calculation and, until the number of
function, e.g., @-1 (0.025) = -1.96. samples exceeds 10-12, the average range is often accepted as
The appropriateness of the normal distribution as a model is a reasonably efficient estimator of o when compared with the
assessed by plotting ql as a function of zl. A good fit is sample standard deviation.17 However, once the range over
indicated by the linearity of the plot and any gross outliers several samples is averaged, this loses efficiency compared
present in the data will show up as anomalous points in the with averaging the variance, eqn. (8). In addition, with the
tails of the graph. Similar results may be obtained by plotting
ql, as a function of p1 by hand, using commercially available Cumulative probability
normal probability paper,35’57 but with increasing computeri- 0.005 0.05 0.25 0.50 0.75 0.95 0.99
zation Q-Q plots are becoming much more widely used. In the I I l l I 120.
1.5 3.
case of testing a lognormal distribution, the procedure would I
0)

be similar except that one would plot log(q,) as a function of zl. 0)

5c 1.0
Fig. 2 shows the normal Q-Q plot for the 150 residuals
obtained by subtraction of the analytical run means from each .-c.
2
c
0.5
of their five corresponding replicate analyses. A cumulative aJ
probability scale (like that used in the scaling of a normal g 0.0
probability paper) is included for comparison. The central .-
0
part of the Q-Q plot shows good linearity (a robustly fitted c
g -0.5
best straight line is shown for reference), implying that the ((I
hypothesis that the within-run variation is adequately U
2 -1.0
modelled by a normal distribution of errors is justified. Some
E
residuals for analyses in runs 2, 3, 11, 20 and 21 appear -1.5
anomalously high or low, because of bias in calculation of their I I I I
means as a result of the presence of outliers in the data for -2 -1 0 1 2
those particular runs. Detailed discussion of outliers and Normal quantiles
techniques for their recognition is found in a monograph by Fig. 2 Normal Q-Q plot for individual arsenic determinations in
Barnett and Lewis.58 CMl training set following subtraction of run means. Robust best-fit
If the training set contains an unavoidable time trend (e.g. , regression line (dashed) and outlying observations labelled with the
due to instrumental drift), this will have to be corrected using a run numbers to which they belong are also shown.

1856 Analyst, July 1995, Vol. 120
widespread use of fully automated analytical equipment and
increased access to computing power, the standard deviation,
s, of repeat determinations of the CM per run is now often
used in preference to the range. Given a set of observations,
r
this should always be calculated using the bias-correcting
formula:
i=
c1.12
(xi--)?
(7)
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S= ( n - 1)
Software should be checked carefully in order to be sure of the
basis on which s is calculated, as one may well encounter
examples in which the divisor n , rather than the bias-correct-
ing divisor ( n - I), has been erroneously used. This difference
is obviously more important when n is small, as is the case with
most analytical data. The basis on which s has been estimated
also needs to be known in order to look up the appropriate
tabled constants in reference texts to determine subsequent
control chart limits. While most of the modern tables (as here)
assume that the divisor ( n - 1) has been used, older texts26
may contain tables on the assumption that n alone has been
used in the denominator.
If it is reasonable to believe that random causes of variation
exist only within runs, then the pooled estimate of the
standard deviation, based on the principle of additivity of
,/
variance, is usually recommended.
6= C
j=l,k
s;/k
where si is the standard deviation for the jth of the k runs.
rather surprisingly, the average standard deviation (3) appears
to be used as an estimator in much of the quality control
literature*,172660apparently largely on the grounds of simplic-
ity of calculation, despite recommendations to the con-
trary.27761 Even so, when the numbers of samples in each run
differ, a form of eqn. (8) is also recommended*~*7 as the
estimator for o.
and has on occasion been called a ‘weighted average’ standard
deviation.17 A similar weighted estimate is used to obtain the
grand mean:
J = I,k j = 1,k
The importance of using estimates for 0, based on the
observed dispersion of every run (i.e., accurately reflecting
the average variation within sub-groups), as opposed to
over-all estimates derived either from a one-pass standard
deviation based on all the individual values in the entire data
set taken together, or on the standard deviation of the run
means, cannot be over emphasized .1,2*,253,60,62J3 The ration-
ale behind this is that assignable causes of variation (originally
defined by Shewhart as those that can be ‘found and
eliminated’’ and ‘found by experiment without costing more
than it is worth to find it’2) will almost invariably be present in
the early stages of data collection and the over-all standard
Table 2 Correction factor by which a should be multiplied to obtain
d,17J54 where n is the number of replicate analyses of the CM per run
n 2 3 4 5 10
lldz 0.8862 0.5907 0.4857 0.4299 0.3249
View Article Online
deviation will, therefore, be a poor estimate of the inherent
variability of the process. It is preferable to divide the data
into rational sub-groups, within which one has reason to
believe the error is due to chance causes, but between which
the variation is more likely to be due to assignable causes and
to use the within-group variation as the basis for estimating the
inherent variability of the system. Indeed, Shewhart’ pointed
out that ‘the test in which we would use the standard
deviation, 6, of the whole group of N observations is not so
sensitive, in general, as the one proposed in which we divide
the data into small sub-groups in the order in which they were
taken’. He suggested that in the absence of a priori informa-
tion leading to choice of a rational sub-group size, successive
groups of four be used.
Provided there is no significant autocorrelation, the use of
estimators based on the over-all standard deviation7.14 inevi-
tably leads to erroneous computation of chart bounds which
are then inadequate for control purposes. If the moving range
is used to estimate o and there is strong positive correlation,
then this estimate will be too low; if there is strong negative
correlation, it will be too high.b4-66 However, the use of
traditional control charts is advocated as a first step, in order
to detect and eliminate effects due to identifiable (and
potentially removable) causes.64 Quality control software
should be checked to determine exactly how the estimated
value of CJ is actually computed within it.
The average range of the arsenic training set for CMI is 1.07
pg g-1 and since n = 5, using the appropriate correction factor
(Table 2) we obtain 6 = 0.4299 (1.07) = 0.46 pg g-1.
Calculation of 6 based on the average standard deviation is
0.44 pg g-1, whereas using the square root of the average daily
variances, eqn. (8), yields 0.49 pg 8-1. The erroneous estimate
which would have been obtained by applying eqn. (7) to the
pooled individual values is 0.51 pg g-1.
In some cases, it may be sufficient for operational purposes
to define an acceptable fitness for purpose value of 6 in terms
of a percentage of 6. However, this should never be done
without first determining what the actual variance of the
analytical system really is, when it is operating in control, as it
could easily be greater than expected. This is one reason why it
is extremely unwise to assume that pre-defined specification
limits are adequate for the purpose of system control.
Another aspect requiring care when selecting data for the
initial training set is the presence of noticeable time trends. If
these occur, e.g., as a result of the presence of instrumental
drift, then the causes should be identified and, ideally, the
situation remedied before further work is undertaken. Where
this proves impossible, correction for the presence of drift
using an appropriate regression method or piecewise subtrac-
tion of differing background levels, etc. should be undertaken
to remove any trends or step-changes in the mean with time.
Subsequent calculations to obtain the estimates of the system
mean and standard deviation would then have to be based on
the drift-corrected results. It is for this reason, as well as the
importance of distinguishing between-group from within-
group variation, that the Western Electric handbook25 clearly
stated that when the scientist or engineer is establishing the
process (system) parameters to be used for future control they
should not attempt to use a distribution without a control chart
and should not attempt to use the average of past data without
a control chart and unless the true capability is determined,
acceptance of past performance could merely authorize and
allow a continuation of questionable conditions and practices.
Thus, it has long been recognized that useful specification
limits can only be determined for a system once it has been
proven that it is operating in control and, in order to be sure of
this, one must look at the data in its time-series context.
Control charts are the means by which this procedure is
carried out.
 View Article Online

Analyst, July 1995, Vol. 120 1857

Shewhart Control Charts
x Chart for the Mean
The traditional charts used for monitoring the location and
spread of subsequent data by plotting successive values of the
mean and range are named ‘Shewhart control charts’ in
honour of the pioneering work of Shewhart, who in 1924
developed the concept of a control chart.
In the absence of evidence to the contrary, it is reasonable
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Recent computer simulation studies70J1 have enabled the
detection ability and risk of false alarms (i.e., deciding the
system has gone out of control, when in fact it has not)
associated with these supplementary rules to be determined.
For example,71 with 5 determinations per run, the risk levels
for an apparent out of control situation occurring in the first 20
runs following the training phase, as indicated by one of a
variety of supplementary rules, are:
8 successive points outside (above and/or

to assume that the distribution of random errors in the process below) a 1 sigma limit (a = 0.001).
under observation conforms to the normal distribution.30 2 in 3 points successively above the UWL
Even when perfectly in control, a generating process governed or below the LWL (a = 0.036).
by the normal distribution of errors must still have a small 8 successive points on one side of the centre
proportion of all the resultant observed values, which are line (a = 0.053).
more extreme than symmetrical control limits set at a fixed 4 out of 5 successive points above/below a 1
distance (typically three standard deviations) away from the sigma limit (a = 0.055).
mean. It can be inferred from the properties of the normal
distribution that, if the analytical system is operating in Similarly, the optimum combination to detect a 2 sigma shift in
control, only 2.5% of the subsequent dail means should lie in the mean as rapidly as possible using the minimum number of

each tail beyond the range y k 3.09 0/6.

J-
each tail beyond the range p t 1.96 a/ n and only 0.1% in
In European
engineering practice, on substitution of @ for y and 6 for a,
these define, respectively, the lower and upper (inner)
warning limits (LWL, UWL) and lower and upper (outer)
action limits (LAL, UAL) for the control chart for the mean.
The proportional risk, a,that the decision that “a single point
lying outside the inner or outer bounds represents an ‘out of
control’ situation is wrong” is, therefore, 0.05 and 0.002,
respectively. Other choices (e.g. , a = 0.01) seem to have been
occasionally used in clinical chemistry .14
In the US (following Shewhart’s ori inal recommendations)
fi
action limits are defined as @ k 30/ n and warning limits, if
used at all, are set at @ k 2 N 6 . These correspond to risk
levels of 0.0027 and 0.0456, respectively. In engineering, such
control charts are generally used with only the outer limits
shown, owing to the difficulty of interpreting what a single
point lying beyond the warning limits actually means in
practice. However, 2 sigma action limits have apparently been
widely used in clinical chemistry14967 and in geochemistry,
rules is to use (i), (ii) and (iii), achieving an average of 3.1
runs.70
Additional supplementary rules have also been suggested
by Westgard14 for simultaneous use with two Shewhart charts
(for a pair of low and high concentration reference materials
for the same determinand). These are discussed later, in the
context of control based on individual observations.
Shewhart originally proposed’ the use of 3 sigma limits on
the basis of a theorem developed in 1874 by the Russian
mathematician Tchebycheff, which showed that irrespective
of the nature of the parent distribution, the proportion of the
total number of observed values lying within the symmetrical
range X k ka, where k is a constant greater than one, will
always be not less than (1 - l/k2). With k = 3, this (very
I

.
0)
despite their potential for higher false-alarm rates. I
0)

We are now in a position to set up initial control charts for 2 6.5

the CM1 training set (Table l ) , using @ = 6.14 pg g-1 and 6 = E
0.49 yg g-1 as the reference values. The centre line for the .-0
t
a,
CM1 arsenic training set, is set at @ = 6.14 yg g-1. The 2 and 3
sigma warning and action limits then become @ -t 2 6 / f l a n d 2 6.0
@ k 3 6 / f l , respectively, i.e. (5.70, 6.58) and (5.48, 6.80) pg
g-1. The resultant chart is shown in Fig. 3(a). Only the mean
of run 21 falls outside the action limits. The isolated single
points falling between the warning and action limits (runs 5 , 9
and 14) show no significant pattern.
A number of empirical supplementary rules, based on the
behaviour of successive points, have evolved to aid the
decision as to whether the process is in control or not. The best
known of these are tests for instability, based on the theory of
(statistical) runs and intended to be applied to Shewhart charts . .o
v
w
1 1 2

for the mean. Although well known by 1943,68 these gained .-

c
0 1
.->
widespread popularity following their use in the Western
-0
Electric quality control handbook25Jj9 in 1956 and are now P
generally referred to as the ‘Western Electric Rules’. Action -0
should be taken, on the grounds that the process has gone out c
m 0.5
of control, if one or more of the following conditions occur. .-0
t
(i) 1 point beyond the upper or lower 3 sigma limit. 2
4
(ii) 2 out of 3 successive points beyond the upper or lower
2 sigma limit.
(iii) 4 out of 5 points 1 sigma or more away from the 0 5 10 15 20 25 30
centreline. Run
(iv) 8 successive points on one side of the centreline. Fig. 3 Shewhart charts for arsenic (pg gg1) in CM1 training set: (a)
(v) 8 successive points on both sides of the centreline, but means and (b) standard deviations. Centre line, (inner) warning, and
at least 1 sigma away. (outer) action limits also shown. Runs 2 and 21 are out of control.
 View Article Online

1858 Analyst, July 1995, Vol. 120

conservative) bound corresponds to 88.9%. Shewhart demon-
strated the practical performance of 3 sigma limits with control
charts for X and s using samples of size 4 drawn from normal,
uniform and triangular populations, and went on to show their
equal applicability to real data. He also discussed monitoring
schemes based on skewness, kurtosis and (in bivariate
problems) the Pearson correlation coefficient. It has more
recently been argued33 that while the value of the 3 sigma
constant may be justified by an appeal to probability theory,
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The chart for the CM1 arsenic training set is shown in Fig.
2(b). Since, n = 5 and 6 = 0.48 pg g-1, the warning and action
limits become (0,0.13,0.85, 1.02) p,g g-1. A line correspond-
ing to the median, 0.43 pg g-1, is also shown. Only run 2
exceeds the UAL. The isolated points (7, 20) between the
warning and action limits have no particular significance.
R Chartfor the Range

this is essentially a post hoc definition and the use of such It is interesting that Shewhart’ did not himself advocate use of
action limits has been proven in over 60 years of engineering the range (except unavoidably in the case of duplicates, to
practice to define the point at which one is justified in taking which we will return later), on the grounds of its lower
corrective action on the process. Two and three standard efficiency at detection of a shift in the underlying process
deviation limits are now widely embodied in software pack- standard deviation, compared with use of the standard
ages used in quality assurance and have become widely deviation itself. Presumably the subsequent widespread use of
accepted in chemical laboratory applications.5~7~14~21.72~73 the range ( R chart) has been justified solely on the basis of
Despite the fact that multipliers of 1.96 and 3.09 are computational simplicity. When small numbers of replicates
‘enshrined’ in many European standards, in practical terms are used ( n < 7), the range chart is not particularly well suited
the difference between the risk levels of the two approaches is to detection of a decrease in variance of the process under
so slight that it is difficult to argue against maintaining parity control. Nelson76 recommends adding a median range centre
with the simplicity of Shewhart’s original 3 standard deviation line to a range control chart and states that a significant
recommendation. reduction in variance must have occurred if 7 or more
consecutive points fall on the low side of this centre line (in
S Chart for the Standard Deviution which case a = 0.0078). Table 4 converts his factors to
multipliers to obtain the equivalent median standard devia-
The frequency distribution of standard deviations for succes- tion.
sive samples of the same size drawn from a normal parent
distribution follows the X-square distribution, which is asym-
metrical with a longer upper than lower tail. Even so, Revision of the Initial Control Limits
unexpectedly large values generally indicate that the data are Conservative control bounds are generally required, on the
contaminated by the presence of unusually low or high grounds that it is often more important in subsequent usage to
concentration outliers. Atypical small values may be caused highlight runs which may possibly be aberrant, so that they can
by instrumental truncation of the raw data, thereby minimiz- be checked, rather than to miss them. One way of achieving
ing natural variation which would otherwise be present. For this is to delete from the initial training set runs the mean or
example, data which has true (but unrecorded) values of standard deviation of which fall outside the UALs or LALs
1.017, -0.031, 2.493 and 1.329 pg g-1 being automatically and then re-compute the control limits prior to their final
rounded off and reported as 1, 0, 2 and 1 pg g-1. Similar application.
problems have been reported in clinical ~hemistry.14~74 The In the case of the CM1 arsenic data, this leads to the
same phenomenon will also cause slight bias in reporting of deletion of runs 2 and 21. The revised estimates, using eqns.
high concentration values, but the effect on estimation of the (5) and (8) with n = 28, become p = 6.11 pg g-1 and 6 = 0.45
standard deviation will obviously be relatively small. The pg g-1. Hence, the 2 and 3 sigma LAL, LWL, UWL and UAL
widely used practice of rounding-off concentration values for p and 6 are revised to (5.51,5.71,6.51,6.71) and (0,0.12,
should, whenever possible, only be applied when reporting 0.78, 0.94) pg g-1, respectively.
results to the user, i . e . , after monitoring of instrumental The resultant control charts applied to arsenic determina-
performance has taken place, since it will bias estimation of tions on C M l over the following 20 working days (Table 5) are
the true system parameters. A similar recommendation has shown in Fig. 4(a) and ( b ) . Runs 38 and 41 exceed the UAL
been made75 regarding procedures for the correct estimation for the mean and 49 and 50 fall below the LAL. Runs 38 and 41
of the detection limit. also exceed the UAL for the standard deviation.
Having obtained an estimate of a using eqns. (8) or (9), the
warning and action limits used for S charts in European
engineering practice are again defined by having 2.5 and 0.1%
Table 3 Correction factor by which 6 should be multiplied to obtain S
in the lower and upper tails of the approximate distribution. chart control 1irnits,l7J54where n is the number of replicate analyses
of the CM per run
LAL, UAL = { 1 & (3.09/~4)-}6
n 2 3 4 5 10
LWL, UWL = { 1 k (1.96/~4)-}6 (12) c4 0.7979 0.8862 0.9213 0.9400 0.9727
UAL 3.267 2.568 2.226 2.089 1.716
where c4 is a bias correction factor given in Table 3. For n < 5, UWL 2.511 2.046 1.844 1.726 1.477
values of the LWL and LAL multipliers become negative and LWL 0 0 0.156 0.274 0.523
the lower bound is traditionally taken to be zero. LAL 0 0 0 0 0.284
In the US, it is again conventional to use S chart limits
corresponding to multipliers of 2 and 3 (as before, a = 0.0027
and 0.0456, respectively) rather than 1.96 and 3.09. Values for
the constant by which 6 should be multiplied to obtain the Table 4 Correction factor by which 6 should be multiplied to obtain
the median line for the S chart. Adapted from Nelson,76 where n is the
median line control limits are given in Tables 3 and 4. It is number of replicate analyses of the CM per run
often the case that only the UWL and UAL are shown, as it is
generally only the presence of unusually large spreads, n 3 4 5 6 7 10
indicating an increase in the analytical system variance, which k 0.5541 0.4667 0.4171 0.3848 0.3617 0.3193
is of interest.
 View Article Online

Analyst, July 1995, Vol. 120 1859

Robust Estimators of Location and Scale Applying Huber's M-estimate of location and 'Proposal 2'
estimate of scale77 to the arsenic training set for CM1 yields
Another approach to the definition of control limits in the
the results in Table 6. Fig. 5 compares the classical and robust
training set is to use special methods to obtain robust estimates
estimates of mean and standard deviation for the individual
of location (a measure characterizing the centre of the runs. The over-all location of the individual run locations
distribution) and scale (a measure characterizing the spread of
(equivalent to the classical estimate of the grand mean) and
the distribution) parameters. The algorithms use a variety of
the square root of the mean squared-spreads are then
iterative re-weighting schemes to reduce the bias of the
calculated from these to obtain the final robust estimates: p =
estimation of location and scale caused by the presence of
6.07 pg 8-1; and 6 = 0.35 pg 8-1. These give control limits of
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outliers in the data set. The resultant estimates can be treated

(5.62,5.77,6.37,6.52) pg g-* for the mean and (0,0.09,0.58,
as a robust mean and robust standard deviation, respectively.
0.70) yg 8-1 for the standard deviation which, as might be
There is a wide range of robust estimation methods
expected, are tighter then those obtained using the two-step
available, although they are not discussed in detail here. In
chart-based process outlined above.
addition to texts concerned with the theory,58,77*0 a code for a
Fig. 6 shows these control limits applied to the CM1 data for
wide variety of estimators of location and scale has been
days 31 to 50. Comparison with Fig. 4, which corresponds to
written in FORTRAN78 and FORTRAN77.81.82 Robust
the same time period, shows that the robust bounds result in
methods are also gradually finding their way into proprietary
statistical software.

6.8

- 6.2
.-
u)

am 6.0

5.6
5.6 5.8 6.0 6.2 6.4 6.6

35 40 45 50

38

-./
f4
V
/
I I I I I
.......................
0.0 ---- ----- ----- ---- - 0.2 0.4 0.6 0.8 1.0
35 40 45 50 Robust standard deviation/(pg g-')*
Run Fig. 5 Comparison of classical with robust estimates of ( a ) mean and
Fig. 4 Shewhart charts for arsenic in CM1 test set: ( a ) means and (b) (b) standard deviation for arsenic in CM1 training set. Run numbers
standard deviations. Centre line, (inner) warning and (outer) action shown for those with large differences between classical and robust
limits are also shown. Runs 38,41,49 and 50 are out of control. estimates. Dashed 1 : 1 lines shown for reference.

Table 5 Mean values and standard deviation values for arsenic (pg g-1) in CM1 for runs 31-50, where n = 5 per run

Run 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
2 6.01 6.23 6.08 6.06 6.07 6.14 6.35 7.82 5.61 5.95 6.75 6.34 6.36 5.72 5.86 6.38 5.77 6.19 3.67 3.95
s 0.62 0.57 0.70 0.59 0.55 0.67 0.66 0.88 0.57 0.66 0.72 0.59 0.42 0.56 0.62 0.50 0.48 0.52 0.56 0.56

Table 6 Robust estimates of location and spread for arsenic (pg g-1) in the training set for CM1 where n = 5 per day (see text for
details)

Run 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
Location 5.93 6.41 6.59 5.98 5.63 5.71 6.29 6.19 6.66 6.18 5.70 5.82 6.06 5.73 5.92 5.81 6.27 6.31 6.36 5.95 5.83 6.03 6.43 6.35 6.39 5.74 5.89 6.00 6.19 6.00
Spread 0.49 1.080.730.240.400.31 0.060.460.420.260.100.440.120.220.480.050.250.390.700.260.380.270.380.250.470.300.150.51 0.300.47
 View Article Online

1860 Analyst, July 1995, Vol. 120

increased contrast for the mean [Fig. 6 ( a ) ]of the out of control
runs 38, 41, 49, 50, and 39 now also just becomes out of
control. For the standard deviations [Fig. 6 ( b ) ] ,in addition to
runs 38 and 41,46 and 48 now also become out of control. Use
of the robust estimates clearly offers a more sensitive basis for
future control than do the classical estimators.
Other approaches to robustness have included use of the
y-trimmed mean (in which a fixed proportion, y , of the
smallest and largest observations are omitted from the
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and second smallest observation when n is 4-7 or the absolute
difference between the third largest and third smallest when n
is 8-11) to be most effective. However, he recommended that
the most sensitive approach is to obtain robust estimates of
location and scale in the first instance and then apply them to
subsequent conventional control charts, since this really
obviates the step of pre-screening the training set by plotting
on preliminary control charts.

calculation) and ranges3 and charts based on median and

spread estimators of the type used in the construction of
bo~plots.43,4~,84 A simulation-based investigation by Rockegs
of a number of possible approaches showed that the median
chart is a relatively insensitive tool. If outliers are likely to be
present in the data to be monitored, he found a combination of
the mean, or y-trimmed mean, with the IQR (defined by
Rocke as the absolute difference between the second largest
8 published.87
Changes in Sub-group Size
It may happen that as a result of changes in operating
conditions or, say, the accidental omission of a planned
replicate determination, the sub-group size in the sequence
under control is not the same as that which held for the
training set. Methods and conversion factors for adjustment of
the bounds of X and R charts are described elsewhere17.86 and
a BASIC computer program to aid calculation has also been

-
I
7
Shewhart Chart for the Median
w
-.
1
0, Control limits for the median, based o n prior estimates of the
grand mean and standard deviation are88 @ 2 k6, where the
$ 6
values of the multiplier, k , are given in Table 7. For large
.-0 numbers of replicates, the median has the theoretical advan-
C

2 5 tage that it is a more robust estimator of central location than

a the mean, as it is not influenced by the presence of outliers in
the data. (This could be advantageous if monitoring an
inherently noisy process.) Its use has also been advocated on
the grounds of ease of computation. However, the standard
deviation of the sample median is always larger than that of
35 40 45 50
the sample mean. For the relatively small numbers of replicas

: 2.5
h
I
0)
t quoted in Table 7, there will be an increase of about 20%.
Robust estimation of location is preferred. Warning and
action limits for the medians of the CM1 arsenic data
.
1
v

.-
0
2.0
(Table 8), based on the revised mean and standard deviation
values for the training set become (5.63,6.59) and (5.39,6.83)
c
.$ 1.5 pg g-1. The control chart (Fig. 7) shows that runs 38, 39, 49
-0
Q)
and 50 lie outside the action limits.
-P
$ 1.0
cu
w

.-0
0.5
2
a
_ _ _ _ _ _ _ _ _ - _ _ _ _ _ _ _ _ _ - - - -
0.0 ---- ----- ----- -----
35 40 45 50
Run
Fig. 6 Robust Shewhart charts for arsenic in CM1 test set: ( a ) means
and (b) standard deviations. Centre line (inner) warning and (outer) ._-------
action limits are also shown. Runs 38, 39, 41, 46, 48-50 are out of - I f - - - - - - - - - 1--1

~
control. 39

\ I
Table 7 Correction factor by which 6 should be multiplied to obtain 2
and 3 sigma control limits for the median. Partly after Nelson,88 where
n is the number of replicate analyses of the CM per run
35 40 45 50
n 3 4 5 6 7 10 Run
ALs 2.009 1.771 1,606 1.480 1.377 1.164 Fig. 7 Shewhart chart for arsenic medians in C M l test set. Centre
WLs 1.340 1.181 1.071 0.987 0.918 0.776 line (inner) warning and (outer) action limits also shown. Runs 38,39,
49, 50 are out of control.

Table 8 Medians for arsenic (pg g-l) in CM1 test set whcre n = 5 per run

Run 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
Arseniclpgg-1 5.87 6.28 6.12 6.08 5.74 6.28 6.30 7.29 5.27 5.90 6.21 6.39 6.34 5.80 5.96 6.21 5.91 5.86 3.56 3.93
 View Article Online

Analyst, July 1995, Vol. 120 1861

Duplicate Analyses and hence,

Shewhart Chart for the Mean
Since it is now general practice for run standard deviations to
be recorded when there are more than two r-plicate determi-
nations of a CM, the discussion of Shewhart X a n d R charts for
the mean and range is confined to the case of duplicate
determinations.
Control limits for the mean are given by
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6 = MRId2 = 0.886MR (17)
The reason that the moving range is used, rather than the
standard deviation of all the N individual values, is that
(assuming the successive values are not significantly correl-
ated) the moving range of two minimizes the effects caused by
any drift which may be present and can be considered to be a
within-sub-group method. It is essential that this practice is

followed when the sub-group size is n = 1, otherwise

LAL,UAL=T-t - R = 2 -t l.88Ow (13) erroneous bounds will be obtained.33>63As remarked earlier,
if the moving range is used to estimate o and strong

LwL,uwL=;-t ( d2L)
___R = k 1.253R (14)
auto-correlation is in fact present, then this estimate will be
biased.61-66 Assuming this is not the case, the centre line for
the individual observations chart is (i and the bounds are given
where the correction factor d2 is given in Table 2. by:
Arsenic was also determined in a different, higher concen- LAL,UAL = (i -t 36 (18)
tration, in-house control material (CM2) using duplicate LWL,UWL = p -t 26 (19)
analyses. The grand mean and range (based on 28 runs of
training data, following rejectiotof two runs which felloutside
the original control limits) were X = 46.54 pg g-1 and R = 2.57
pg g-l. The corresponding warning and action limits for the
mean, therefore, become (41.71,43.35,49.72,51.37) pg g-1.
Applying these to subsequent observations of duplicate
determinations (Table 9) shows [Fig. 8(a)] that the system
mean went out of control on days 44, 49 and SO.

Shewhart Chart for the Range

The two-sided 2 and 3 sigma control limits for thgrange are
obtained by multiplying the average range ( R ) by the
constants in Table 10. Continuing the previous example for
the range of the duplicate arsenic observations in CM2, the
warning and action limits for the range become (0, 0, 6.46, 35 40 45 50
8.40) pg g-1. The resultant R chart [Fig. 8(b)] shows that
although the system variance was higher on days 49 and SO, it
was not out of control.

Individual Observations
Shewhart Chart for Individuals
Time and/or cost constraints, paucity of a particular control
material, or a short sequence of analyses of a particualr type of
matrix may dictate that the analytical system be controlled
using only single insertion of the control material per run. As
was noted earlier, this situation arises in clinical chemistry. In
this circumstance, data are only available for individual
determinations and special methods are required.
Traditionally, @ is taken as the average of the first N 35 40 45 50
determinations (i.e., runs) x l , x2, ..., x N , in the training set, Run
where N is usually recommended, on empirical evidence, to be Fig. 8 Shewhart charts for arsenic in CM2 test set duplicates: ( a )
not less than 20 (this choice is reviewed later in the paper). means and ( b ) ranges. Centre line (inner) warning and (outer) action
Hence, limits are shown, as appropriate. Runs 44,48, 49 and SO are out of
control.

Table 10 Correction factor by which R should be multiplied to obtain 2

and 3 sigma control limits for a rangel7.154 of duplicate analyses of the
R is determinecrom the average of the moving range of the CM per run
observations ( M R ) :
LAL LWL UWL UAL
n=2 0 0 2.512 3.269

Table 9 Mean and range for duplicate determinations of arsenic (pg g-I) in CM2 test set

Run 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 SO
?. 44.69 44.57 44.21 47.32 46.59 47.07 49.24 48.48 46.15 47.55 45.24 44.77 42.73 39.17 43.30 48.05 43.23 46.04 19.06 28.79
R 3.81 5.50 0.59 1.44 3.88 0.70 0.10 1.55 3.26 2.63 3.27 2.70 1.65 5.63 0.66 0.69 0.34 7.10 2.61 6.33

1862 Analyst, July 1995, Vol. 120
Because the ranges are no longer independent (being based
on a moving window), interpretation of the meaning of the
range chart is, in this case, more difficult, and although advice
differs in this respect,l7.89 the moving range chart shows no
additional information to that discernible from the individual
observations and, therefore, it is unnecessary to plot it.
Westgard Rules
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In some laboratory situations it is expedient to make single
determinations on each of two control materials of the same
determinand: generally, one at low concentration but above
the detection limit and the other at high concentration, and to
record the results for both as Shewhart charts. Westgard
commented that following the introduction of mean- and
range-based control charting in clinical laboratories in the
1950~~90 control based on individual observations has rapidly
replaced it91 and of the procedures that have been tried, it is
the control chart for individual observations that has most
influenced the practice of quality control in clinical chem-
istry.14 However, a referee of his paper14 commented that
mean- and range-procedures ought still to be considered if
very tight control was required (e.g., in the Lipid Reference
Laboratories at the Centre for Disease Control, Atlanta,
GA). Certainly, the practice of using a pair of low and high
concentration CMs for control has been widely used among
the chemical92 and geochemical community for many years.
Westgardl4 proposed rejecting the data from the current run
in the following circumstances:
(i) 1 observation (either CM) exceeds 3 sigma limit;
(ii) 2 successive observations (either/both CMs) exceed 2
sigma limit;
(iii) in current run, one CM below -2 sigma while the other
above 2 sigma limit, or the difference between the two
CMs exceeds 4 sigma;
(iv) 4 successive observations (eithedboth CMs) exceed 1
sigma limit; and
( v ) 10 successive observations (eitherboth CMs) on same
side of mean.
He suggested that the rules are applied sequentially in the
order (i) to ( v ) . The number of apparently out of control
observations required for rejection under rules (ii), (iv) and
(v) is either n with one CM, or n/2 if the criterion applies to
both CMs.
Q Charts
A frequent practical problem is that a new analytical
instrument has been commissioned, or existing one serviced,
and it is desirable to begin monitoring the system performance
with immediate effect, rather than wait until sufficient runs
have been made to accumulate a prior set of training data. In
consequence, no prior estimates of the system mean and
variance are available. This problem, has recently been
addressed by Quesenberry .27 His approach , which again
assumes that there is no significant auto-correlation between
successive observations, is as follows:
Let i be the sequential observation (run) number, i = 1, 2,
..., N . The sequential mean and variance are given by:
xi =T
1
1 .
c
/ = 1,;
xj
and
s,2 = -
1
i - 1 .I
c
= 1,;
(xi- Xi),
View Article Online
Setting the values for the first observation to TI = x1 and S
: =
0, sequential estimates of mean and variance are then
obtained run-by-run using standard updating methods.93.94
- 1
Xi=y[(i-l)Zi-1+~i], i = 2 , 3 ,...,N (22)
1
and
These formulae are numerically more accurate for large values
of N than eqns. (20) and (21), as they minimize the risk of
incurring numerical truncation and round-off errors.95
In this case, both p and o for the analytical system are
unknown and the corresponding statistics for plotting the Q
charts are?
( a ) For the mean:
i = 3, 4, ..., N
(24)
where G,(x) is the (single sided) Student-t distribution
function with v degrees of freedom (e.g., G10(-2.228) =
0.025); and @-1(x) is the inverse of the (single sided) standard
normal distribution function ( e . g . , Wl(0.025) = -1.96). The
Q statistics for the individual observations, Qi(Xi), are a
sequence of independent and identically distributed standard
normal variates. In consequence they can be plotted on a chart
with a centre line at zero and control limits at f 3 . The chart
begins with the third observation as no values can be obtained
for Ql and Q2 (corresponding to x1 and x2) because of the
number of unknown parameters which must be estimated
from the data.
( 6 ) For the variance:
Qi(R3 = @-l
H h v
YR?
R$ + R$ + ... + p
l7
2
i = 4, 6, ..., N (25)
where, Rj = IXj - xi-11 (254
i
v = - - 1 degrees of freedom; and FVL,Jx)is the (one sided)
2
Snedecor-F distribution function with (vl , v2) degrees of
freedom [e.g., F1,5(16.258) = 0.0101.
The Q statistics of eqn. (25) are again sequences of
independent and identically distributed standard normal
variates, but are in this case calculated only for even-
numbered observations (similar statistics could be computed
for all observations, but they would not then be indepen-
dent27). They are plotted on a chart with a centre line at zero
and control limits at +3; this time beginning with the fourth
observation, for similar reasons to those that applied to the
mean.
Accurate numerical approximations for the Student-t,
Snedecor-F and inverse normal distributions suitable for use
in computer programs are readily available56 or the computa-
tions can be conveniently undertaken using a spreadsheet
containing statistical functions (Excel96 was used).
The following strategy is suggested97for the identification of
outliers: If one is prepared to tolerate a risk of 1 in N s that an
observation is incorrectly judged to be an outlier because it
appears to be too small, and a risk of 1 in NL that it is
erroneously rejected for being too large, then reject the xith
observation as too small if Qi < @---1(l/NS)and as too large if
Qi> @--l([NL- l]/NL). Setting the rejection criterion as f 2
or It3 corresponds to choosing N s = NL = 44 and 741,
respectively.
 View Article Online

Analyst, July 1995, Vol. 120 1863

Because the presence of outliers in the data will cause bias in
the sequential estimate of the mean and inflation of the
corresponding variance, it is essential that once a run for
which the corresponding updated Q statistic(s) have been
identifed as lying outside the chosen rejection threshold, the
updated values (eqns. 22, 23, 25a) are excluded from the
computation of the subsequent Q statistics. The power of
detecting an outlier will increase as the body of past data
grows. Quesenberry97 suggests that supplementary rules
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experienced than the others and those determinations that he
subjectively assessed to be of poor quality are indicated in
Fig. 10. Boxplots of each analyst’s over-all results (Fig. 11)
show that measurements of peak area are generally lower and
of smaller variance (perhaps less prone to contamination) than
those of analyst B, who made the bulk of the routine
measurements. Application of the Q statistics, initially using
the 3 sigma criterion for rejection (Fig. 12), show that the
influence of the first few data points is crucial. Bias of the

(discussed earlier) could also be applied.
It is important to remember that the advantage of his
method is that the control process can be continuously
updated as each observation becomes available, even during
the acquisition of training data, so enabling immediate
feedback to the analyst without the necessity of waiting while a
sufficient number of training observations have been
obtained. The standardization of the presentation also makes
for easy comparison where control of more than one determi-
nand is involved, as the Qi(Xi)or Qi(R’) statistics for several
determinands could be plotted on the same Q chart. Set
against this, is the fact that although continually updated
estimates of the system mean and variance are generated as an
intrinsic part of the monitoring process, the charts are drawn
in a scale which is a transform of the original data.
Table 11 gives the results of these calculations as applied to
a series of 20 individual ICP-AES determinations of antimony
in CM3, assuming p and o to be unknown. During the initial
data acquisition, run 18 is found to be an outlier (on the basis
of the 3 sigma limits) for Qi(R’). It is consequently deleted
from the sequential data set (and the corresponding analytical
run rejected) prior to calculation of the Q statistics for run 19.
This is also found to be an outlier for Qi(R’) and is similarly
deleted. Run 20 is then found to be an outlier for both Qi(Xj)
and Qi(R’). Graphs of Qi(Xi) and Qi(R’) are shown in
Fig. 9(a) and ( b ) . It is evident that the system went out of
control from run 18 onwards.
A more complex example of the application of the method
results from a ‘live’ trial with a newly installed Shimadzu
(Kyoto, Japan) 5000 dissolved organic carbon (DOC) ana-
lyser. Fig. 10 shows results obtained by four analysts (A-D),
over a five-month period commencing from the installation of
the equipment, for the peak area counts for a 1 pg 1-1 DOC
in-house control solution. Analyst A was considerably more
mean and inflation of the variance on account of inclusion of
poor determinations at a relatively early phase of the analyses
can become locked in for a considerable period of time. As a
consequence, rejection of analyst B’s results did not occur with
a 3 sigma rejection criterion as often as might have been
expected from the evidence given in Figs. 10 and 11.
Comparison of the Qi(Xi)chart acceptance or rejection with
analyst A’s subjective assessment on this basis was, therefore,
relatively unsuccessful (Table 12). Re-evaluation, using a 2
sigma rejection threshold (Fig. 13) gave a much improved
result in which analyst B’s determinations were generally
rejected as unsatisfactory and there was much better agree-
ment with A’s assessments (Table 13). Use of the Q statistics
also shows that analyst A was less inclined to reject anomal-
ously low results.
It is su gested that the sensitivity of Quesenberry’s Qi(Xj)
8
and Q i ( R i )to effects of non-homogeneity of the analytical
system (in this case, attributable to differing analytical
practice between two operators) can be overcome to a
satisfactory extent by using 2 sigma, rather than 3 sigma,
rejection limits during the early stages of data accumulation,
when the parameters of the analytical system performance are
still very uncertain.
4
2
2
0

Table 11 Calculations of Q j ( X i ) and Qi(R,2) for antimony (pg g-l) in -2

CM3

Run Sb XI $2 Qi(xi) Qi(Ri2)

1 7.769 7.769 0.000 - -
2 7.175 7.742 0.176 - -
3 7.639 7.528 0.098 0.25 - 4
4 7.609 7.548 0.067 0.20 -1.85
5 7.720 7.582 0.056 0.53 -
6 7.196 7.518 0.070 -1.25 0.41
- 2
7 6.851 7.423 0.122 - 1.84
-
a
8 6.657 7.327 0.177 - 1.72 -0.52
9 7.525 7.349 0.160 0.42 - $
10 7.089 7.323 0.149 -0.59 0.40 0
11 7.154 7.308 0.136 -0.40 -
12 6.361 7.229 0.199 -2.12 1.21
13 7.215 7.228 0.182 -0.03 -
14 6.579 7.181 0.198 -1.38 0.68 -2
15 7.592 7.209 0.195 0.86 -
16 7.522 7.228 0.188 0.67 -1.26 I----- 7---- -1- - -- -7---- -I

17 5.899 7.150 0.281 -2.59 - 0 5 10 15 20

18 8.593 7.230 0.380 2.37 3.26 Run
19 8.642 7.233* 0.388* 2.44* 3.30* Fig. 9 Q charts for individual antimony determinations in CM3
20 9.853 7.300t 0.670t 3.80t 3.957 training set: ( a ) mean and ( b ) , variance. Centre line (inner) warning
* Following deletion of run 18. and (outer) action limits are also shown. Values for run 19 follow
t Following deletion of 18 and 19. deletion of rejected run 18 (similarly, those for run 20 follow rejection
of runs 18 and 19). Runs 18-20 are out of control.
 View Article Online

1864 Analyst, July 1995, Vol. 120

Quesenberry noted that when using data from instruments then,

which have a known 'warm-up' period, the system may
initially appear to be out of control, but because of the
updating method of the calculations, the subsequent shift to an
in-control situation following the warm-up stage should be
reflected in the changed estimates of mean and variance. i = 1, 2, ..., N (28)
When accumulating the data to obtain the historical estimate and
of these parameters for subsequent use in eqns. 25-28, results
from such an unstable warm-up period should be excluded. If,
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once sufficient data has been acquired, it becomes evident that

the early part of the period of data collection corresponded to
marked lack of stability in the system, the corresponding raw i = 4, 6, ..., N (29)
data should be rejected in its entirety prior to final computa- where v = vo + [(i/2) - 11 degrees of freedom.
tion of the best estimate of the 'in control' system parameters Quesenberry has investigated similar computations based
from the remainder. Because of the standardized nature of the on replicate (n > 2) determinations per run.27
Q statistics, he also recommends using estimators for the
unscaled system parameters p and 6 based on the conventional
average and range, eqns. (15)-(17), of the accepted values.
Use may later be made of working estimates of the mean
(2,)and variance (S;) obtained, say, from pooled estimates
derived from a number of prior instrumental runs, but still not
taken to be the true (but unknown) values p and 0 in
monitoring subsequent runs, e.g. , following instrument recali-
bration. Quesenberry recommends that the total number of

-+€3
individual observations (no)used to obtain X o and the degrees
of freedom (v") of the mean squared estimate S i should not be 0

x
less than 100. He also recommends that estimates of the final
in-control process mean and variance should be obtained
using the average and 2-point moving range of those observa- I

tions that were not deleted in the course of the data acquisition
process.
In order to incorporate this prior knowledge, eqns. (20) and
(21) are modified to: ~~ ~~ _____________

A 0 C D
Analyst
Fig. 11 Boxplots of peak areas for successive determinations of 1
yg 1 - 1 DOC control material made by four analysts (A-D) over a
five-month period from installation of a Shimadzu 5000 analyser.

(Si")' =
Y"S6 + (i - 1)s; Length of notches indicates approximate 95% confidence interval on
medians; box width proportional to number of determinations made
v,+i-1 (only 1 by analyst D).

40000

z
4 35000
5
v

-B-
I

F
F
8 30000
2
Y
0
a

25000 x Analyst D

0 20 40 60 00 100 120
Run
Fig. 10 Peak areas for successive determinations of 1 yg I-' DOC control material made by four analysts (A-D) over a five month period from
installation of a Shimadzu 5000 analyser. A is more experienced and symbols at top indicate his subjective assessment of quality of analyses as
doubtful (?) or unacceptable (X).
 View Article Online

Analyst, July 1995, Vol. 120 1865

Although a number of other studies have been under- Benefits From Prior Information
taken98-102 on monitoring process performance in circum-
CUSUM Charts
stances where there may be relatively small numbers of runs
(e.g. , between instrumental re-calibrations) Quesenberry has The basis of the cumulative sum (CUSUM) control chart is to
pointed out that ( a ) none of them deal with the usual monitor the cumulative differences between a pre-determined
circumstance in which the system parameters (mean and reference level, k , and the current level of determinand
variance) are both unknown prior to the collection of data; concentration given by the analytical system. Because succes-
and ( b ) some100-1*2 even mistakenly take specification target sive differences are added together, the effect of progressive
values as control parameters. drift away from the reference value becomes magnified and,
Published on 01 January 1995. Downloaded by Queens University - Kingston on 19/10/2014 06:59:16.

We now go on to consider two techniques designed to assist thus, easier to detect.

with the recognition of small, but significant, shifts in the The CUSUM method was first introduced in 1954 by
mean level of the analytical system performance which may Page,l03.'04 based on a single summation of the form:
not be detected by the Shewhart type of chart.
sj =
j =
c 1.i
[xi- k ] . (30)

Table 12 Comparison of acceptance or rejection of 110 DOC peak Table 13 Comparison of acceptance or rejection of 110 DOC peak
area determinations based on subjective assessment by an experi- area determinations based on subjective assessment by an experi-
enced analyst with 3 sigma Q,(X;)chart rejection limit enced analyst with 2 sigma Q j ( X i )chart rejection limit

Analyst's assessment- Q;(X,)s + 3 Q;(xi)

> +3 Analyst's assessment- Qi(Xi) S f2 Qi(Xi) > f2
Accept 59 1 Accept 49 10
Uncertain 5 0 Uncertain 4 1
Reject 34 11 Reject 12 34
Over-all agreement = 63.6% Over-all agreement = 75.5%

4- A
---------------------------------------------------------------
h 2-
0 A
4 a
AAA......,-,..A ....&..A ................................... 0 0
......................................... I3
a.L1...........................
A A...... A .......A .A........A.. .........
5 o - .......................... 17 ~ A =.A P
0 A n n A OX 0 0 non A AA
-2 - AaA 0
on 0
- - - - - - - - - - A- - - - - - - - - - _ _ _ _ _ _ _-_- _- -__ _ - _ - - - - - - - - _ - - - - _ _ - _-------_-------------------- ------

I 1 I I I I I I
0 20 40 60 80 100 120
Run number
Fig. 13 Q charts for peak areas for successive determinations of 1 ug I - * DOC control material made by four analysts (A-D, as identified
in Fig. 10) over a five-month period from installation of a Shimadzu 5000 analyser: mean (above); variance (below). Centre line and 2 sigma action
limits are also shown. Points in variance chart are not shown joined as they are discontinuous.
 View Article Online

1866 Analyst, July 1995, Vol. 120

~~~ ~~

where i is the current run number. If the system is operating using ‘head start’ values of S(W0 = h/2 and S(L)o = -h/2.
with an actual (unknown) mean p value, the expected value of Their modified scheme is consequently known as a fast initial
Sj will be i(p - k ) . This means that the CUSUM, plotted as a response (FIR) CUSUM scheme. The effect of the non-zero

-
function of i, should appear as points scattered around a line of
slope (p - k ) . Hence, if p k , the CUSUM trace will follow
an irregular, but essentially horizontal path. However, as soon
FIR start to the CUSUMs soon subsides if the system is in
control at its beginning (as the following example shows).
Table 14 lists a further 25 individual determinations of
as p begins to drift away from k , the trace will change to follow antimony in CM3 obtained some time later than the initial
a new path about a line with an average slope of (p - k ) . The data set used in the example above. These are plotted in
point on the plot at which a marked change in slope occurs is Fig. 14. Assume that we have already obtained @ = 7.35
Published on 01 January 1995. Downloaded by Queens University - Kingston on 19/10/2014 06:59:16.

generally indicative of the time at which the change in system pg g-1 and 6 = 0.59 pg g-1, using eqns. (15)-(17) applied to
performance began. the CM3 training set, and we now wish to detect instrumental
Monitoring the CUSUM trace was often carried out drift. Setting k = 0.5; h = 4; and S(L)o = -2.0; S(U), = 2.0
visually. This was greatly assisted by the introduction of the ‘V Fig. 15 shows the resultant FIR CUSUMs. These show that
mask’.105 In use, a symmetrical V-shaped mask is placed the system has gone out of control at observation 93 when
sideways (i.e., >) in such a position that its apex is level with S(Q exceeds the upper bound and that the drift began
the last CUSUM point and at a horizontal lead distance following observation 88.
several observations beyond it, so that the centre line of the V One could expect that with these FIR parameter settings, if
passes (parallel to the time axis) through the last (i.e.,current) A = 1 (a degree of change which can be important in clinical
point of the plot. The angle between the edges of the V mask chemistry14), the average number of observations made
and its lead distance together define the sensitivity of the before the shift in the operating level of the system is detected,
procedure. If the CUSUM trace at any point falls outside the
limits imposed by the edges of the mask, then the process is
out of control. Methods for design of the V mask have been
extensively described.106-110 Montgomery111 successfully
applied a V mask to the control of zinc, copper, cadmium, lead
and manganese determinations by an atomic absorption
spectrometer. Similar examples occur in clinical applica-
tions.112-117 Computer programs for plotting CUSUM charts
have been published.118J19 Developments of the classical V
mask include the semi-parabolic mask120 and the snub-nosed
V mask.121 Montgomery17 gives an up-to-date survey of the
various methods.
A more recent alternative to the rather cumbersome V mask
scheme is to use an equivalent decision-interval CUSUM.
Consider monitoring a normally distributed standardized
variate
75 80 85 90
zi = (Xi - @)/a 70
Run number
95

where xi is the current observed value and ji and 6 are the Fig. 14 Antimony determinations in CM3 test set.
system parameters. We now set up the CUSUM so that it will
cumulate only when deviations more than k k (standardized)
units from ji occur, this is carried out using two cumulative
sums:
S ( Q i = max(0, zi - k + S(U)i-l} (31)
and
S(L)i = min(0, zj + k + S(L)i-l} (32)
where max{a,b} and min{a,b} mean taking whichever is the
maximum (minimum) of two quantities a and b. The two
CUSUMs are monitored and the process is deemed to have
gone out of control if either S(U) 3 h or S ( L ) d -h, where h is
the control limit (again in standardized units) and k can be
thought of as a sort of weight used to prevent the cumulative
sum drifting towards the critical limits when the system is in
control. It has been shown107 that (unless the variance changes io 75 so 85 90 95
Run number
with a change in mean level), the optimum value of k is A/2,
Fig. 15 Lower [ S ( L ) ,L] and upper [S(U), u] decision-limit fast initial
where A is the shift in the value of the mean (again in units of
response (FIR) CUSUMs for antimony determinations in CM3 test
the standard deviation). In classical applications of this set. Zero values (on centre line) indicate system is definitely in
CUSUM scheme, the initial values of the cumulative sums, control. Action limits are also shown. Runs plotting between zero and
S ( w o and S(L)o are set to zero. However, Lucas and the action limits indicate potential problems could be developing.
Crosier122 showed that if the system is not fully under control Higher S(U) values in first few samples reflect decay of FIR start-up.
when the monitoring begins, this will be detected faster by Runs 93-95 are out of control.

Table 14 Additional determinations of antimony (pg g-l) in CM3

Run 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95
Sb 7.659 7.435 7.326 7.565 8.121 7.641 6.837 7.254 6.741 7.644 7.599 7.343 7.523 7.659 7.528 7.720 8.703 7.888 8.358 8.029 7.972 7.800 9.103 7.594 8.027

known as the average run length (ARL), would be 5.3.122This
compares with an ARL of 8.3 without the head start.123 A
similar shift in the mean would only be detected using a
Shewhart X chart with 3.09 sigma limits after an average of 44
observations (or 26 assuming the Western Electric supplemen-
tary rules are also used).120 The FIR ARL to detection for A =
2, with the same parameter settings, is 2.0 observations.122
Even without the head start, for A in the range k0.50 to
k2.50, the-ARL to detection is approximately half that of a
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Shewhart X chart using action limits only, and about 80% of
that which pertains if both warning and action limits are
used.61 This justifies the earlier comments about the utility of
CUSUMs for detection of relatively small changes in system
performance.
If one prefers to work in the scale of the original (rather than
the transformed) measurements, a reference value of K = k6
and decision boundaries at H = +h6 are used. The corre-
sponding upper and lower one-sided CUSUMs are:
S(Wi = max(0, xi - [p + K ] + S(U)i-l} (33)
S(L)i = min(0, xi - [p - K ] + S(L),- (34)
Although the results in the example above were shown in
graphical form, the convenience of the CUSUM decision
interval scheme is that it is well suited to computerized system
monitoring, as one only needs a signal to occur when the upper
or lower decision limits have been exceeded. Tables of ARLs
for various choices of k, h and A have been published for FIR
CUSUM,122 combined Shewhart X-CUSUM schemes123 and
more complex scenarios. 124-127 Although individual determi-
nations have been considered in this example, the method
could equally well be applied to run means.
Design criteria for CUSUM charts have recently been
reviewed by Gan128.129 and computer programs to aid compu-
tation of ARLs have also been published.130.131. The perfor-
mance of robust CUSUM schemes has been studied by
Lucas.132 A FORTRAN program for a robust FIR scheme
using Winsorisation58 to downweight outliers, i.e., the
replacement of n extreme values by the value of the next
largest observation in magnitude (signs being retained), has
also been published.133 Because of the equal weighting
applied to all observations (or run means) inherent in the
CUSUM evaluation, it is usually recommended that for
optimum detection of out of control situations with both large
and small deviations from theassigned values, they are used in
conjunction with Shewhart X charts. The ARL properties of
combined schemes of this type have been investigated by
Lucas. 123
Application of CUSUM schemes to control of the range and
standard deviation is dissussed elsewherel07-134 and the
calculation of ARLs for X- and S-CUSUM charts in the
presence of auto-correlated data has also been studied.135
J Charts
The ‘zone-control chart’ (referred to here as the J chart) was
first introduced by Jaehn136 to aid process control in a
production environment in the paper making industry. It
resembles a CUSUM in its effect, but its construction and
usage is much simplified and it does not require detailed
graphical plotting of values of exact co-ordinate positions. It is
ideally suited to hand computation and plotting, although
computer implementation is straightforward. The basis of
chart construction for control of either individual or mean
levels follow.
The chart is divided into three bands (zones), each of equal
width and representing a 16 interval about the centre line,
which itself corresponds to p. The values of p, fi k 16, ji k 26
and fi k 36 are written at the left-hand ends of the lines
View Article Online
Analyst, July 1995, Vol. 120 1867
dividing the chart into the zones. Successive data values ( x i )
are then assigned a score according to the following rules:
ji d xi < p + 16 or @ - 16 < x i d p -+ 0
p + 16 < x i < @ + 26 or fi - 26 < x i d fi- 16+ 2
@ + 26 d x i < p + 3 6 0 r fi - 36 < x i 9 fi- 26+ 4 (35)
p + 36 9 xi or xi<p-l6-+8
The scores assigned are successively cumulated. If the next
observation falls on the opposite side of the centre line, the
score is reset to zero and cumulation begins again. However, if
it moves exactly onto the centre line, cumulation continues.
Once the current score is 8 or more, then the process is
deemed to be out of control. In its original form, the score to
be assigned when a data point falls into a zone was recorded
(along with the zone boundary values) at one side of the chart
and the cumulative scores were written on the chart in the
appropriate band as they were obtained.
Fig. 16 shows a J chart for the antimony data (from Table
14). Note that in this case, the out of control situation was
signalled at observation 90, whereas it occurred at observation
93 in the equivalent CUSUM chart (Fig. 15).
Comparisons of the ARL to detection with Shewhart
schemes incorporating the Western Electric rules25 discussed
earlier, show137 that performance of the J chart is marginally
better. The J chart ARL to false alarm for an in-control
process is 95.1 observations, and to detection with shifts of
0.50, l a , 2a and 30 is 26.0, 8.2, 2.9 and 1.6 observations,
respectively. Alternative zone score schemes have also been
proposed. 138-141
Fig. 17 shows J charts based on the Qi(Xi)scores for the
Shimadzu 5000 DOC data discussed above. These are trivial to
compute, since the Qi(Xi)values are already in a standardized
scale. In the case of both the 3 sigma and 2 sigma Qi(Xi)
rejection criteria, their use enables early detection of drift in
the determinand results not shown by Q scores alone.
Jaehn has also shown that by setting zone boundaries for the
range at:
R< (?)R +O
93.53
5-=7.94
(r!
c.
g 7.35
e
c
6.76
-2
M-2s
-4
M-3s
-a
70 75 ao 85 90 95
Run number
Fig. 16 J chart for antimony determinations in CM3 test set. Centre
line and zone boundaries are shown. Values posted on the chart are
the J scores. Jscore of 8 at run YO indicates an out of control situation.
Following higher scores indicate that this state continues (unrectified)
in runs 91-95. M, Mean.
 View Article Online

1868 Analyst, July 1995, Vol. 120

where R is the average range of the training set and the
correction factor D4 is as given in Table 15. The method is also
applicable to monitoring increase in process variance. This
type of chart could be used as an alternative to the Shewhart R
chart discussed earlier.
EWMA Charts
The principle of the exponentially weighted moving average
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series of graphs enabling optimum choice of h and K for a
given C J , based on the desired ARL to false-alarm for an in
control process. Working approximations to his curves for
detection of a shift in the mean of A standard deviations and
an ARL of 500 when the system is in control are:
h 0.01078 + 0.01352A + 0.11787A2 - 0.016313A3 (39)
and then substituting for h to obtain K ,
(;)

(EWMA) chart was first introduced in 1959 by Roberts.142 In
terms of how it makes use of past data for the purpose of
control, based on the current data value, it can b_e thought of
as a compromise between the classical Shewhart Xchart and a
CUSUM chart.143 In the former, all the weight is placed on the
current data point, in the latter all the data values acquired to
date are equally weighted, and with the EWMA approach, the
weights placed on the individual observations (or run means, if
appropriate) decrease exponentially, as in a geometric series,
as time before the present increases. Thus,
zi = hxj + (1 - h) zj-1 (37)
where ziis the EWMA for the ith run; his a weight with a value
between zero and one; and zo = fi.
Control limits for the ith observation are given by:
LALi, UALi = @ k K -
vn
J (&)[ 1 - (1 - A)"]
(;)l.O12059
K -18.3366 - 0.28238 - + 0.25906 -
1
(--)
-0.003669
+21.50076 (40)
For the CM3 antimony data (Table 14), taking A = 2 in eqn.
(39) gives h = 0.24 and from eqn. (40) K = 2.97. Then, using
eqn. (38) with n = 1, i > 10, (i = 7.35 pg-1 and6 = 0.59 pgg-1,
the action limits become (6.70, 8.00) pg g-1. The EWMA
chart is shown in Fig. 18. As was the case with the previous
CUSUM chart for these data (Fig. 15) attention is again drawn
to a marked drift away from the assigned value following run
86.
Because of the smoothing inherent in the EWMA evalua-
tion, it is usually recommended that for optimum detection of
out of control situatiEns, EWMA charts are used in conjunc-
tion with Shewhart X charts. A computer program for the

which for i > 10 becomes

where n is the number of replicate determinations per run and

K is a constant. In the past, K has often been set to 3 for action
limits, with a value of h chosen empirically in the range
0.2-0.3. The smaller its magnitude, the greater is the influence
of historical data on the detection process. However, there is a
trade-off between h and K when it comes to optimizing the
control limits for detection of a drift of the system away from
its assigned value ((i)by a magnitude of 0.Crowderl44 gives a
I I I 1
70 75 80 85 90 95
Table 15 Correction factor D4for J chart for the where n is
Run number
the number of replicate analyses of the CM per run
Fig. 18 EMWA chart for antimony determinations in CM3 test set.
n 2 3 4 5 10 Centre line and action limits (corresponding to shift in mean of 1.0
0 4 3.267 2.575 2.282 2.115 1.777 standard deviations) are also shown. Runs 90-95 are out of control on
this basis.

0 20 40 60 ao 100 120
Run number
Fig. 17 J charts based on Q i ( X i ) statistics for peak areas in successive determinations of 1 pg I-' DOC control material made by
four analysts (A-D, as identified in Fig. 10) over a five-month period from installation of a Shimadzu 5000 analyser: 3 sigma rejection criterion
(above): 2 sigma rejection criterion (below). Centre line and zone score action limits are also shown.
 View Article Online

Analyst, July 1995, Vol. 120 1869

~~~~~~

calculation of EWMA charts has been published.145 Enhance- the case of a positive correlation)l51 it will still give rise to an
ment of the EWMA to obtain fast initial response, and artificial increase in the system false-alarm rate. Once
robustification issues are addressed elsewhere. 146 identified, the best course of action is to identify the cause of
An EWMA for monitoring process standard deviation of the auto-correlation and remove it, either directly or through
the form: some automatic feed-back control mechanism. Suitable
zi= max ((1 - A) Zip + h log, (si)2, log, (6)2} EWMA-based approaches for monitoring autocorrelated
processes are described elsewhere403152 although the interpret-
and ation of the residuals from the time-varying process152 is more
difficult than that of a standard Shewhart control chart.41 As a
ZO = log, (6)2 (41)
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final resort, the autocorrelation may be effectively ignored by

where s, is the standard deviation for the run based on n sampling at longer intervals of time, provided the loss of
determinations (as has been described by Crowder and information in the intermediate period is not crucial.41
Hamiltonl47). The upper control limit is given by

UCL= K J(L)[2-h m
2
-+-+---
2
m2 3m3
4
l6
15m5
] (42)
Size of the Training Set
In all control-charting procedures described in the literature,
where m = n - 1. with the exception of the recently introduced Q charts,
empiricism has been used to recommend that the estimates of
Crowder and Hamilton give graphs enabling optimum choice process mean and variance obtained using a training set will be
of h and K for a given 0,based on the desired ARL to false- sufficiently close to the true (but unknown) mean and variance
alarm for an in-control process. Working approximations to if the parameter estimation has been based on 20-30 sub-
their curves for detection of a relative shift in the standard groups of size 4 or 5 each. Quesenberry has recently carried
deviation of A per cent. and an ARL of 500 when the system is out a computer-intensive investigation ,153 based on the
in control are: generally held assumption of normally distributed errors, of
h -0.62219 + 0.044284 - 0.00095A2 + 0.0000089A3 (43) what actually occurs when monitoring subsequent data once
the system parameters have been estimated from determina-
and then substituting for h to obtain K tions made on m independent sub-groups, each of size n. He
K = - 16.3802 - 0.10853 (l/h) + 0.05000 (l/h)1.l093O1 has found that it will result in the Shewhart X chart, using 3
+ 18.22852 ( l/h)0.0017X5 (4.4) sigma action limits, producing an excess of very short runs
between false alarms. For example, if m = 20 there will be a
Their comparison of performance with that of a CUSUM chart 39% increase in the false-alarm rate over the first xi, i =
for standard deviation134 suggests that it is similar and that for 1,2,..., 20 subsequent observations using the control limits
small changes in variance either chart will out-perform the derived on the basis of the training set. If m = 30, this falls to
equivalent Shewhart chart. Control schemes for an exponen- 24% , by m = 50 it is still 16% ,but reaches zero when m = 100.
tially weighted moving-variance and mean squared deviation As noted, this phenomenon is highly undesirable, as it will
have recently been proposed by MacGregor and Harris.148 lead to wasted time spent searching for non-existent assign-
They particularly recommend the moving variance for use able causes and to consequent loss of confidence in the control
with individual observations and a time-varying process mean. procedure.
It was pointed out by Hunter143 that the EWMA for
controlling individual observations (or the run mean) can also
In order to have the x- or Q charts for the data set to be
monitored behave as though their estimated parameters are as
be written in the form: reliable as a situation in which they are truly known, one
i * + l = Zr + (x,- z,) (45) should not have less than m = 100 sub-groups composed of n
= 5 replicates each, or more generally m 3 400/(n - 1). For
that is, the present predicted value plus h times the present individual measurements, a similar situation holds. For
observed error of the prediction. This may be used as a basis example, if the estimates of the control parameters are based
for automated process control through the incorporation of on a training set of size N = 30 observations, there will be an
two additional terms, increase of 134% in the false-alarm rate for the subsequent 20
if+l = zr + Ale, + ~2 C
/=lJ
ei + ~3 (e, - er-l> (46) observations. By N = 50 it will have fallen to 75% , when N =
100 it is 31%, by N = 300 it is 7% and by N = 500, it is 3%.
where ei = x, - zi and the weights hl, h2 and h3 all lie in the Trial limits should not be based on anything less than 100
range zero to one. The process can be envisaged by taking zO observations, and to establish permanent limits at least 300
(set, as before, to the assigned value) to be the first predicted observations should be used. Although these findings could be
value. The first actual observation is then compared with this, unduly pessimistic, they would suggest that in analytical
and the ensuing error is then used to obtain the next predicted practice, where relatively small numbers of runs occur
value ( z l ) , etc. This approach has proved particularly helpful between changes in instrumental set-up, matrix type or other
in tracking non-stationary drifts. Further discussion will be operational conditions, such demanding criteria are unlikely
found elsewhere. 14,373143,1467147If auto-correlation is present, a to be realized. Certainly, in general analytical practice, where
suitable model might be, short numbers of runs between resetting, retuning instru-
ments, replacement X-ray tubes, and changing sample matrix
xi = C . x - 1 + E, (47) type is the norm, such demanding criteria are unlikely to be
where c is a constant in the range -1 to 1, and E, values are attainable.
independent and identically distributed errors conforming to a
normal distribution with zero mean and unit standard devia-
Conclusions
tion. In this case, the correlation between two observations
separated by a time lag, At, is par = car. It has been The implications of the study for the chemical-laboratory
suggested41 that while it may be relatively easy to recognize by environment, where short-run work tends to be the norm71S3
eye the presence of autocorrelation when par exceeds 0.8, it is are serious. Q charts are, at present, the only ones which are
much harder to detect at levels such as 0.4 to 0.6 although (in capable of both being used for reliable monitoring of process
 View Article Online

1870 Analyst, July 1995, Vol. I20

mean and variance as the training set itself is being acquired,
and signalling a shift in the operating conditions of the
analytical system at the time. Once a sufficiently large training
set has been obtained [Quesenberry suggests a minimum of
400/(n - 1) sub-groups of n replicates each for monitoring run
mean, or 300 determinations for monitoring individuals], the
system parameters may then be considered permanent and
can be used as a basis for any of the classical control charts. His
study also suggests that, at least during the early stages of
computer software, two graphical aids are included here for
the visual estimation of Q i ( X j )and Qi(R:) to an accuracy
sufficient for hand plotting of the control charts. It is assumed
that both p and 0 for the analytical system are unknown.
Fig. 19 shows isopleths of Qi(Xi) = @-'{Gi-zV(xi)]}
as a function of the current run number (i, abscissa)
andf(xi) = 1 ,/(?)(" xi-') 1
-
Si-
-

1
i = 3,4,5, ..., 150on the
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process monitoring, the false-alarm rate of observations

falling beyond warning (as opposed to action) limits will be ordinate. The starting values are set to = x1 and S zl
: = 0 and
even more pronounced and is a good argument for following sequential estimates of mean and variance are then obtained
the well established American engineering practice of using using the updating formulae:
(outer) control limits only. However, as shown by the DOC 1
analysis example, caution may be required in some situations xi= [(i - 1) xi- + x i ] , where i = 2, 3, 4, ..., 150 and
1
(e.g., analytical system operation by more than one analyst) 1

and a more conservative 2 sigma rejection limit may be

preferable in the early stages of process monitoring.
CUSUM, EWMA, and particularly the simpler J chart,
could all usefully supplement both Shewhart and Q charts, as
the former are better at the detection of low amplitude drift in where i = 3, 4, 5 , ..., 150. An example follows.
analytical system mean or variance.
If the system is apt to produce outliers, robust estimators of If run = 18; X I 8 = 4.447; X i 7 = 7.150; and S:7 = 0.281; then
location and scale are to be preferred, however, bearing in
mind Quesenberry's results, a sufficiently large data set may
need to be acquired before one can be reasonably certain
which are truly aberrant data values and which are not.
f(x18) = dT( vm
18 - 1 4.447 - 7.150
) 0*9718(05301)
=
-2.703
= -4*96

From Fig. 19, Q(x18) = (-1) 3.8 = -3.8 (calculated,

The author is grateful to T. Fearn, J. MacArthur, B. Ripley, -3 304).
M. Thompson and P. Willetts for their helpful comments. The Fig. 20 shows similar isopleths for Q i ( R f )= @-l[Fl,v(f(R')]
author also thanks M. Thompson for provision of the as a function of the current run number (i, abscissa) and
ICP-AES data sets used as a basis for the worked examples
and advice on clinical chemistry literature and J. MacArthur 2 -
YR?
, i = 4, 6, 8, ..., 150 on the
and his students for participating in the Q charts trial. f i ( R i )- R; + R i + ... + Rf-
ordinate. Where Ri= /xi - xi- I ; and Y = i/2 - 1. An example
follows.
Appendix 16

In order to facilite the use of Quesenberry's Q charts for If run = 18, x17 = 5.899, x18 = 9.853, Rf = 1.894,
individual observations by those without access to suitable i = 2,4, ...

100.0
80.0
60.0
40.0

20.0

10.0
8.0
6.0
3 4.0
.4-

2.0

1 .o
0.8
0.6
0.4

0.2

0.1

Fig. 19 Qi(Xi)as a function of run number (i) and f ( x i ) = 1 dm(x*)1 -

fori = 3,4,5,...,150.
 View Article Online

Analyst, July 1995, Vol. 120 1871

’888:8
600.0
400.0

200.0

’88:8
60.0
40.0
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20.0
-w
10.0
-+ 8.0
6.0
4.0

2.0

k8
0.6
0.4

0.2

0.1

vR; , , f o r i = 4 , 6 , 8 ,..., 150.

Fig. 20 Qi(Rf) as a function of run number (i) and fi (R:) =
R 2 + R 2 + . . . + Ri--2

18 Definitions of Symbols
andv = - - 1 = 8. Then R18 = 9.853 - 5.899 = 3.954,
2 level of significance; proportion of values of X
less than or equal to a given value x
8(3.954)2 bias correction factor
hence, f ( R & ) = ~ - 66.036.
1.894 bias correction factor
bias correction factor
From Fig. 20, Q(R:s) = 4.0 (calculated, 3.949). anticipated shift in p or o to be detected by
CUSUM or EMWA chart
Values of f(xi) and f(R2) can easily be obtained using a hand expected value (mean) of model distribution
calculator. Any current value of xi which yields an out of base of natural logarithms; an EMWA chart
control Q statistic (ie., which exceeds +3 or +2, whickever constant
criterion is in use) and corresponding updated values of X , S2, normally distributed random errors in EMWA
R , etc., should be deleted prior to calculating the statistics for model
the subsequent run (see text for further details). For run shift in process mean for CUSUM design
numbers in the range 151-300 (at which point Quesenberry cumulative probability distribution
recommends that one can switch to the use of conventional inverse cumulative probability distribution
charts) the values of Qi(Xi)and Qi(R;) can be taken to be the Snedecor-Fdistribution
same as those plotted in Figs. 19 and 20 for 150 runs. Student-t distribution
trimming proportion for Winsorized estimate
Acronyms and Abbreviations Used control limit in one-sided CUSUM scheme
control limit in CUSUM scheme
ARL average run length count indices
CM control material multiplier in EMWA chart control-limit
CRM certified reference material definition
CUSUM cumulative sum multiplier; constant; weight in CUSUM chart
EWMA exponentially weighted moving average computation
FIR fast initial response EMWA-chart weight for current observation
IQR inter-quartile range average moving range
J chart Jaehn chart constant
Q chart Quesenberry chart true (but unknown) analytical system mean for
Q-Q plot quantile-quantile plot given determinand
LAL lower action limit estimated analytical system mean
LWL lower warning limit total number of observations or runs
R chart Shewhart chart for the range l/Ns is acceptable level of risk for wrongly
S chart Shewhart chart for the standard deviation classifying an observed value as too small and
UAL upper action limit therefore an outlier
UWL upper warning limit 1/NL is acceptable level of risk for wrongly
!mask method of CUSUM chart monitoring classifying an observed value as too large
Xchart Shewhart chart for the mean and therefore an outlier

1872 Analyst, July 1995, Vol. 120
total number of observations in a given run
number of runs above the median
number of runs below the median
degrees of freedom
number of peaks in time series
probability of run occurrence
integral of the normal probability distribution
plotting proportion for Q-Q plot
inverse normal distribution
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updated estimate of Q statistic
Q statistic for the mean
Q statistic for variance
ath quantile of a cumulative distribution
first quartile
second quartile (i.e., median)
third quartile
range
mean range
auto-correlation coefficient
estimated value of auto-correlation coefficient
observed value of standard deviation
updated estimate of variance
lower one-sided CUSUM
upper one-sided CUSUM
true (unknown) standard deviation of analytical
system
estimated standard deviation of analytical
system
number of (statistical) runs up and down in time
series
variance of model distribution
set of observations of the determinand
individual observation of determinand
concentration
sample mean
grand mean
standardized normal deviate
given value of standardized normal deviate;
current value of EMWA
predicted value from EMWA
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Paper 4106953F
Received November 15, 1994
Accepted January 23, I995